Learning From Simulated Data in Finance: XVAs, Risk Measures and Calibration. (Apprentissage sur données simulées en finance: XVAs, mesures de risque et calibration). - Bouazza Saadeddine (2022)

An Explicit Scheme for Pathwise XVA Computations. - Lokman A. Abbas-Turki; Stéphane Crépey; Botao Li; Bouazza Saadeddine (CoRR, 2024)